Undergraduate Course: Theory of Statistical Inference (MATH10028)
|School||School of Mathematics
||College||College of Science and Engineering
|Credit level (Normal year taken)||SCQF Level 10 (Year 4 Undergraduate)
||Availability||Available to all students
|Summary||In this course we will develop mathematical aspects of statistical inference. The theory covered provides a greater understanding of the fundamental properties of popular statistical techniques and provides a framework for deriving procedures in more complex situations.
Topics to be covered include:
1. Parametric families and likelihood.
2. Statistics, Sufficiency and Minimal Sufficiency.
3. Estimation, Unbiasedness, Efficiency, MVUE, Rao--Blackwell Theorem, Cramer--Rao Lower Bound.
4. Hypothesis testing, Neyman--Pearson Lemma.
5. Confidence Intervals, Pivots
6. Decision theory and admissibility of estimators.
7. Shrinkage/James Stein estimators.
8. Selected topics in modern statistics.
Information for Visiting Students
|Pre-requisites||Visiting students are advised to check that they have studied the material covered in the syllabus of each pre-requisite course before enrolling.
|High Demand Course?
Course Delivery Information
|Academic year 2022/23, Available to all students (SV1)
|Learning and Teaching activities (Further Info)
Lecture Hours 22,
Seminar/Tutorial Hours 5,
Summative Assessment Hours 2,
Programme Level Learning and Teaching Hours 2,
Directed Learning and Independent Learning Hours
|Assessment (Further Info)
|Additional Information (Assessment)
||Coursework 5%, Examination 95%
||Hours & Minutes
|Main Exam Diet S1 (December)||2:00|
On completion of this course, the student will be able to:
- Write down formal definitions of statistical properties
- State and prove standard theoretical results in statistical inference
- Construct estimators, hypothesis tests and confidence intervals which satisfy desirable statistical properties
- Apply statistical theorems in examples to ascertain the properties of particular estimators, hypothesis tests and confidence intervals
|Course organiser||Dr Timothy Cannings
|Course secretary||Mrs Alison Fairgrieve
Tel: (0131 6)50 5045